#include "Bond.hpp"
#include "OneAssetOption.hpp"
#include "MultiAssetOption.hpp"
#include "Callability.hpp"
#include "Swap.hpp"
#include "VanillaSwap.hpp"
#include "TypePayoff.hpp"
#include "StrikedTypePayoff.hpp"
#include "AssetOrNothingPayoff.hpp"
#include "AssetSwap.hpp"
#include "Average.hpp"
#include "BasketPayoff.hpp"
#include "AverageBasketPayoff.hpp"
#include "Barrier.hpp"
#include "BarrierOption.hpp"
#include "BasketOption.hpp"
#include "BMASwap.hpp"
#include "BondArguments.hpp"
#include "BondResults.hpp"
#include "CallabilityPrice.hpp"
#include "CapFloor.hpp"
#include "Cap.hpp"
#include "CashOrNothingPayoff.hpp"
#include "Claim.hpp"
#include "CliquetOption.hpp"
#include "Collar.hpp"
#include "CompositeInstrument.hpp"
#include "ContinuousAveragingAsianOption.hpp"
#include "ContinuousFixedLookbackOption.hpp"
#include "ContinuousFloatingLookbackOption.hpp"
#include "CPICapFloor.hpp"
#include "CPISwap.hpp"
#include "CreditDefaultSwap.hpp"
#include "DiscreteAveragingAsianOption.hpp"
#include "DividendBarrierOption.hpp"
#include "DividendVanillaOption.hpp"
#include "DoubleStickyRatchetPayoff.hpp"
#include "VanillaOption.hpp"
#include "EuropeanOption.hpp"
#include "FaceValueAccrualClaim.hpp"
#include "FaceValueClaim.hpp"
#include "Forward.hpp"
#include "FixedRateBondForward.hpp"
#include "FloatingTypePayoff.hpp"
#include "Floor.hpp"
#include "ForwardRateAgreement.hpp"
#include "ForwardTypePayoff.hpp"
#include "ForwardVanillaOption.hpp"
#include "GapPayoff.hpp"
